Question: 2. If Sn = X1 + X2 + + Xn, show that cov(Sm, Sn) = var(Sm) = m 2 if m <

σ 2. If Sn = X1 + X2 + · · · + Xn, show that cov(Sm, Sn) = var(Sm) = mσ 2 if m < n.

Exercise 7.37 Show that cov(X, Y) = 1 in the case when X and Y have joint density function f (x, y) =



1 y

e−y−x/y if x, y > 0, 0 otherwise.

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